On the distribution of rin samples from the mixtures of bivariate normal populations |
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| Authors: | K. Kocherlakota S. Kocherlakota |
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| Affiliation: | Department of Statistics , University of Manitoba , Winnipeg, Manitoba, R3T 2N2, Canada |
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| Abstract: | The distributions of some transformations of the sample correlation coefficient r are studied here, when the parent population is a mixture of two standard bivariate normals. The behavior of these transformations is assessed through the first four standard moments. It is shown that there is a close relationship between the behavior of the transformed variables and the lack of normality as evinced by the 'kurtosis' defined in the bivariate population |
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| Keywords: | mixtures of bivariate normals correlation coefficient multivariate measures of skewness and kurtosis transformations of r robustness |
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